107 research outputs found
Correction. Error estimates for binomial approximations of game options
Correction for Error estimates for binomial approximations of game options
[math.PR/0607123]Comment: Published at http://dx.doi.org/10.1214/105051606000000808 in the
Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute
of Mathematical Statistics (http://www.imstat.org
A nonconventional local limit theorem
We extend local limit theorem type results to nonconventional sums of the
form .Comment: 23 page
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